+1,598.5%
TSM vs ROST
+317.2%
+1,281.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -2.1% | +3.2% | -5.2% | -3.1% |
| 30D | -12.5% | +7.4% | -20.0% | -14.7% |
| 3M | -5.0% | -6.1% | +1.0% | -3.4% |
| 6M | -3.2% | +6.2% | -9.4% | -6.2% |
| YTD | +31.5% | +33.4% | -2.0% | +17.9% |
| 1Y | +35.7% | +48.8% | -13.1% | +17.0% |
| 3Y | +323.5% | +99.5% | +224.0% | +229.4% |
| 5Y | +263.4% | +112.7% | +150.7% | +169.4% |
| 10Y | +1,598.5% | +316.4% | +1,282.1% | +996.8% |
| All | +1,598.5% | +317.2% | +1,281.3% | +996.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling